It is shown that in the approximation of \q/p\ = 1 the CP violation in B-d,s(0) --> l(+)l(-) decays vanishes in SM. In a 2HDM with CP violating phases and MSSM the CP asymmetries depend on the parameters of models and can be as large as 40% for B-d(0) and 3% for B-s(0). An observation of CP asymmetry in the decays would unambiguously signal the existence of new physics. (C) 2002 Published by Elsevier Science B.V.